There are many African rock dwellers from African Great Lakes and west Africa (Krebensis). Are there comparable new world cichlid that habitually live and spawn in caves?
I wouldn't consider them habitually rock dwelling, but most amatitlania/cryptoheros tend to stick around cover, and usually spawn under rocks/in crevices. In my experience most acaras are like this as well.
I have, amatitlania/cryptoheros before and they are more rock hugging than cave/rock dwelling. They will stay out in open water if they are dominant and not threatened by bigger fish. My definition of cave/rock dwellers are like Julidochromis, Neolamprologus and Kribensis, all from Africa, that prefer to stay inside, swim upside down and lay eggs on roof of caves.